iShares
EXSA.DE
DE0002635307
iShares STOXX Europe 600 UCITS ETF (DE)
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Risk & Diversification Scores

Transparent evaluation of price volatility (SRI) and 4-dimensional portfolio diversification.

Volatility Risk Score
5/7 Elevated
5 / 7 SRI PRIIPs Risk Class

Above-average volatility. Suitable for experienced investors with high risk tolerance (5+ years horizon).

Volatility (5Y)
14.4% p.a.
5-Year Horizon
Max Drawdown (5Y)
-22.6%
Deepest Drawdown
Sharpe Ratio
0.27
Moderate (0.0 - 0.5)
Rec. Holding Period
5 - 10+ Years
Investment Horizon
Elevated Risk / Growth: Score Basis:
Diversification Score
Broadly Diversified (< 35%)
68 / 100 Portfolio Diversification
4 Dimensions: Holdings (30%) • Sectors (25%) • Industries (25%) • Regions (20%)

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings
19.5%
Low Concentration
Effective Holdings
~204
of 600 holdings
Top Sector
25.6%
Financial Services
Top Region / Country
21.5%
United Kingdom
Excellent multi-dimensional diversification across holdings, industries, and geographies.

Multi-Horizon Risk & Performance Matrix

Historical volatility, drawdowns, and risk-adjusted return across 1, 3, 5, and 10 years.

Stable Long-Term Volatility
Timeframe
Volatility (p.a.)
Max Drawdown
Sharpe Ratio
Return (p.a.)
1 Year — — — +8.9%
3 Years 12.8% -16.6% 0.76 +12.2%
5 Years 14.4% -22.6% 0.27 +6.5%
10 Years 15.4% -35.9% 0.24 +6.1%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 2.6
🟢 Balanced position distribution (< 35% in Top 10)
🟢 Established large fund (> 500M € AUM)
🟡 Moderate analyst coverage (15.6 analysts)
⚠️ Elevated Economic Cyclicality: 53% in cyclical industries – more vulnerable to economic downturns.
⚠️ Elevated Interest Rate Sensitivity: 38% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).
⚠️ Elevated Regulatory & Policy Risk: 59% in heavily regulated industries (defense, regulated utilities, healthcare policy).
🟢 Strong Long-Term Stability: The asset exhibits consistently low volatility across 5 and 10 years (<16% p.a.).
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